-1.1%
MSI vs PCOR
-14.7%
+13.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.7% |
| 7D | -3.7% | -9.0% | +5.3% | -3.3% |
| 30D | +6.8% | +4.2% | +2.7% | +6.6% |
| 3M | +14.3% | +14.4% | -0.1% | +12.8% |
| 6M | -1.6% | +0.2% | -1.7% | -3.1% |
| YTD | +22.8% | -20.3% | +43.0% | +20.6% |
| 1Y | -1.1% | -16.1% | +15.0% | -3.4% |
| All | -1.1% | -14.7% | +13.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PCOR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling